Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49179.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43255.13 Kr¶

PnL: ---------------------------------------> -1620.45 Kr¶

DD now: ---------------------------------> -7.419 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:09:05.608899'

Anic Portfolio¶

Today¶

Return: -0.081 %¶

This Week¶

Return: -3.098 %¶

Total portfolio value¶

Return including deposits: 61.0 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.610000 1507.470000 84.470000 5.940000 1423.000014
Hennes & Mauritz B 6 0.470000 921.240000 9.240000 1.010000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Atrium Ljungberg B 5 -1.270000 892.000000 -12.000000 -1.330000 904.000000
ASSA ABLOY B 4 -0.970000 979.200000 -13.800000 -1.390000 993.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -1.500000 131.000000 -18.000000 -12.080000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
Bufab 3 -1.130000 1046.400000 -29.600000 -2.750000 1076.000001
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.290000 627.000000 -31.000000 -4.710000 657.999999
AcadeMedia 20 -2.150000 945.200000 -32.800000 -3.350000 978.000000
Sandvik 4 -0.880000 814.800000 -33.200000 -3.920000 848.000000
Vitec Software Group B 2 -0.650000 1069.000000 -35.000000 -3.170000 1104.000000
Latour B 4 -1.210000 819.600000 -36.400000 -4.250000 856.000000
Vitrolife 3 -2.730000 640.200000 -36.800000 -5.440000 677.000001
INVISIO 15 -1.050000 3532.500000 -39.500000 -1.110000 3571.999995
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
SKF B 5 -0.850000 936.500000 -43.500000 -4.440000 980.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Byggmax Group 33 -1.410000 921.360000 -45.640000 -4.720000 966.999990
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Hexatronic Group 15 -1.610000 1024.500000 -46.500000 -4.340000 1071.000000
Gränges 10 -2.650000 992.000000 -47.000000 -4.520000 1039.000000
EQT 4 -0.290000 825.200000 -47.800000 -5.480000 873.000000
Catena 2 -1.000000 755.200000 -50.800000 -6.300000 806.000000
HEXPOL B 8 -0.090000 886.400000 -70.600000 -7.380000 957.000000
Orrön Energy 170 -0.600000 1963.500000 -82.500000 -4.030000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.090000 1766.700000 -136.300000 -7.160000 1903.000300
Sedana Medical 93 1.380000 2596.560000 -387.020000 -12.970000 2983.577733
TOTAL 43255.130000 -1620.450000 -7.41906% 44875.578016

Updated:¶

'2023-06-22 14:09:22.303605'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶